-0.4%
MAGS vs MOD
-65.4%
+65.0%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.3% | +2.4% | -4.3% |
| 7D | -4.1% | -34.2% | +30.1% | -0.9% |
| 30D | -9.5% | -51.9% | +42.3% | -4.0% |
| 3M | -2.3% | -53.0% | +50.7% | +3.7% |
| 6M | -0.4% | -66.4% | +66.0% | +8.2% |
| All | -0.4% | -65.4% | +65.0% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded MOD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling